On nonlinear, stochastic dynamics in economic and financial time series
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Publication:3368249
zbMATH Open1079.91555MaRDI QIDQ3368249FDOQ3368249
Authors: Christian Schittenkopf, Georg Dorffner, Engelbert J. Dockner 
Publication date: 27 January 2006
Full work available at URL: https://epub.wu.ac.at/1586/1/document.pdf
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- A nonextensive approach to the dynamics of financial observables
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- Multiscale analysis of economic time series by scale-dependent Lyapunov exponent
- Forecasting energy commodity prices using neural networks
- Analysis of non-stationary dynamics in the financial system
- Determinism in Financial Time Series
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- Characterizing the Degree of Stability of Non-linear Dynamic Models
- Geometric analysis of nonlinear dynamics in application to financial time series
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
- Some reflections on past and future of nonlinear dynamics in economics and finance
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